Language:
繁體中文
English
日文
說明(常見問題)
南開科技大學
圖書館首頁
編目中圖書申請
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Methods of mathematical finance
~
Karatzas, Ioannis.
Methods of mathematical finance
紀錄類型:
書目-電子資源 : 單行本
正題名/作者:
Methods of mathematical finance/ Ioannis Karatzas, Steven E. Shreve.
作者:
Karatzas, Ioannis.
其他作者:
Shreve, Steven E.
出版者:
New York :Springer,�998.
面頁冊數:
1 online resource (xv, 407 pages).
附註:
Title from e-book title screen (viewed Oct. 15, 2007).
標題:
Business mathematics. -
電子資源:
Click here for online access to this book (查閱全文) (EBSCO eBook)
ISBN:
0387227059 (electronic bk.)
ISBN:
9780387227054 (electronic bk.)
Methods of mathematical finance
Karatzas, Ioannis.
Methods of mathematical finance
[electronic resource] /Ioannis Karatzas, Steven E. Shreve. - New York :Springer,�998. - 1 online resource (xv, 407 pages). - Applications of mathematics ;39. - Applications of mathematics ;39..
Title from e-book title screen (viewed Oct. 15, 2007).
Includes bibliographical references ([371]-402) and index.
Cover -- Preface -- Table of Contents -- 1. A Brownian Model of Financial Markets -- 2. Contingent Claim Valuation in a Complete Market -- 3. Single-Agent Consumption and Investment -- 4. Equilibrium in a Complete Market -- 5. Contingent Claims in Incomplete Markets -- 6. Constrained Consumption and Investment -- Appendix A -- Essential Supremum of a Family of Random Variables -- Appendix B -- On the Model of Section 1.1. -- Appendix C -- On Theorem 6.4.1 -- Appendix D -- Optimal Stopping for Continuous-Parameter Processes -- Appendix E -- The Clark Formula -- References -- Symbol Index.
This book is the sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion-driven asset prices, it develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets. The latter topic is extended to a study of equilibrium, providing conditions for existence and uniqueness of market prices which support trading by several heterogeneous agents. Although much of the incomplete-market material is available in research papers, these topics are treated for the first time in a unified manner. The book contains an extensive set of references and notes describing the field, including topics not treated in the book. This book will be of interest to researchers wishing to see advanced mathematics applied to finance. The material on optimal consumption and investment, leading to equilibrium, is addressed to the theoretical finance community. The chapters on contingent claim valuation presents techniques of practical importance, especially for pricing exotic options.
ISBN: 0387227059 (electronic bk.)
Source: 000682MIL
LCCN: 2008700239Subjects--Topical Terms:
155443
Business mathematics.
Index Terms--Genre/Form:
172687
Electronic books.
LC Class. No.: HF5691
Dewey Class. No.: 650/.01/513
Methods of mathematical finance
LDR
:03613nmm 2200445 a 4500
001
1000046940
005
20140814074013.0
006
m o d
007
cr |||||||||||
008
980224s1998 nyu ob 001 0 eng d
010
$a
2008700239
019
$a
54850030
$a
231580705
$a
319022301
$a
456043142
$a
475361118
$a
614616598
$a
646705886
020
$a
0387227059 (electronic bk.)
020
$a
9780387227054 (electronic bk.)
020
$z
0387948392
020
$z
9780387948393
035
$a
(OCoLC)55050790
$z
(OCoLC)54850030
$z
(OCoLC)231580705
$z
(OCoLC)319022301
$z
(OCoLC)456043142
$z
(OCoLC)475361118
$z
(OCoLC)614616598
$z
(OCoLC)646705886
035
$a
ocm55050790
037
$a
000682
$b
MIL
040
$a
UK-RwCLS
$b
eng
$e
pn
$c
DLC
$d
N$T
$d
YDXCP
$d
OCLCQ
$d
MNU
$d
NFS
$d
CO3
$d
OCLCQ
$d
DKDLA
$d
ADU
$d
E7B
$d
OCLCQ
$d
QE2
$d
OCLCQ
$d
OCLCO
$d
OCLCQ
$d
GW5XE
$d
OCLCF
$d
OCLCQ
042
$a
lccopycat
049
$a
MAIN{me_controlnum}
050
4
$a
HF5691
072
7
$a
BUS
$x
091000
$2
bisacsh
082
0 4
$a
650/.01/513
$2
22
100
1
$a
Karatzas, Ioannis.
$3
1000064843
245
1 0
$a
Methods of mathematical finance
$h
[electronic resource] /
$c
Ioannis Karatzas, Steven E. Shreve.
260
$a
New York :
$b
Springer,
$c
�998.
300
$a
1 online resource (xv, 407 pages).
336
$a
text
$b
txt
$2
rdacontent
337
$a
computer
$b
c
$2
rdamedia
338
$a
online resource
$b
cr
$2
rdacarrier
490
1
$a
Applications of mathematics ;
$v
39
500
$a
Title from e-book title screen (viewed Oct. 15, 2007).
504
$a
Includes bibliographical references ([371]-402) and index.
505
0
$a
Cover -- Preface -- Table of Contents -- 1. A Brownian Model of Financial Markets -- 2. Contingent Claim Valuation in a Complete Market -- 3. Single-Agent Consumption and Investment -- 4. Equilibrium in a Complete Market -- 5. Contingent Claims in Incomplete Markets -- 6. Constrained Consumption and Investment -- Appendix A -- Essential Supremum of a Family of Random Variables -- Appendix B -- On the Model of Section 1.1. -- Appendix C -- On Theorem 6.4.1 -- Appendix D -- Optimal Stopping for Continuous-Parameter Processes -- Appendix E -- The Clark Formula -- References -- Symbol Index.
520
$a
This book is the sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion-driven asset prices, it develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets. The latter topic is extended to a study of equilibrium, providing conditions for existence and uniqueness of market prices which support trading by several heterogeneous agents. Although much of the incomplete-market material is available in research papers, these topics are treated for the first time in a unified manner. The book contains an extensive set of references and notes describing the field, including topics not treated in the book. This book will be of interest to researchers wishing to see advanced mathematics applied to finance. The material on optimal consumption and investment, leading to equilibrium, is addressed to the theoretical finance community. The chapters on contingent claim valuation presents techniques of practical importance, especially for pricing exotic options.
650
0
$a
Business mathematics.
$3
155443
650
0
$a
Finance
$x
Mathematical models.
$3
166285
650
0
$a
Brownian motion processes.
$3
1000064846
650
0
$a
Contingent valuation.
$3
1000064847
650
6
$a
Math歋matiques financi墈res.
$3
1000064848
650
6
$a
Finances
$x
Mod墈les math歋matiques.
$3
1000064849
650
6
$a
Mouvement brownien, Processus de.
$3
1000064850
650
6
$a
榼valuation contingente.
$3
1000064851
650
7
$a
BUSINESS & ECONOMICS
$x
Business Mathematics.
$2
bisacsh
$3
1000064852
650
7
$a
Electronic books
$2
local
$3
1000061369
655
4
$a
Electronic books.
$2
local.
$3
172687
700
1
$a
Shreve, Steven E.
$3
1000064844
776
0 8
$i
Print version:
$a
Karatzas, Ioannis.
$t
Methods of mathematical finance.
$d
New York : Springer, �998
$w
(DLC) 98014284
830
0
$a
Applications of mathematics ;
$v
39.
$3
1000064845
856
4 0
$3
EBSCOhost
$u
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=104513
$z
Click here for online access to this book (查閱全文) (EBSCO eBook)
938
$a
ebrary
$b
EBRY
$n
ebr10002893
938
$a
EBSCOhost
$b
EBSC
$n
104513
938
$a
YBP Library Services
$b
YANK
$n
2296373
0 筆讀者評論
館藏地:
全部
線上資料庫
出版年:
卷號:
館藏
2 筆 • 頁數 1 •
1
條碼號
典藏地名稱
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約人數
備註欄
附件
OE0040937
線上資料庫
線上資源
線上電子書
OE
一般(Normal)
在架
0
OE0045985
線上資料庫
線上資源
線上電子書
OE c.2
一般(Normal)
在架
0
2 筆 • 頁數 1 •
1
多媒體
評論
新增評論
分享你的心得
建立或儲存個人書籤
書目轉出
取書館別
處理中
...
變更密碼
登入